Results 21 to 30 of about 435,179 (262)
Time-Varying Risk Attitude and Conditional Skewness
Abstract and Applied Analysis, 2014 Much literature finds that the skewness in the return distribution is negatively correlated with the risk premium coefficient, and speculation is the reason for the skewness in the return distribution. As further research, this paper, first taking up the
Zhifeng Liu, Tingting Zhang, Fenghua Wen
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Understanding the correlation risk premium
SSRN Electronic Journal, 2023 AbstractIn this paper, we provide a theoretical framework justifying the existence of a correlation risk premium in a market with two traded assets. We prove that risk-neutral dependence can differ substantially from real-world dependence by characterizing the set of risk-neutral martingale measures.
Dhaene, Jan +3 more
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Risks and Risk Premiums in Commodity Markets [PDF]
, 2022 This thesis investigates risks and risk premiums in several different commodity markets. In commodity markets risks are measured by volatility and risk premiums. Risk premiums are the additional returns required by an investor to hold a risky asset in contrast to a risk free asset, which has a zero risk premium.
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Estimating Household Preferences for Coastal Flood Risk Mitigation Policies Under Ambiguity
Earth's Future, 2022 Risk mitigation policies (like dike rising) are essential to address increasing coastal flood risks due to global warming. Furthermore, the optimal level of risk mitigation policy should be determined by public preferences for risk reduction. However, it
Si Ha +7 more
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Barekeng, 2023 High-intensity rainfall is one of the factors that can interfere with the state of agriculture. Agricultural insurance is an insurance that can be used to reduce risks related to agricultural losses such as rice production.
Geby Marola +2 more
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İstanbul İktisat Dergisi, 2020 The Turkish financial markets have been in turmoil due to the adverse shocks that have originated from both global financial conditions and its domestic political environment.
Zekeriya Yıldırım
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Required Market Risk Premium among countries in 2012
Journal of Finance and Data Science, 2015 This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2012 for 82 countries. We got 7192 answers for 93 countries, but we only report the results for 82 countries with more than 5 answers.
Pablo Fernandez +2 more
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Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [PDF]
تحقیقات مالی, 2013 In this thesis we predict asymmetric risk premium in bothvalue and growth stock portfolios. There are two competingapproaches to explain value premium: Market Over-reactionHypothesis based on which agents overstate future returns on growthstock, and ...
Mohamadreza Pourebrahimi +2 more
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Risk and Probability Premiums for Cara Utility Functions
Journal of Agricultural and Resource Economics, 1993 The risk premium and the probability premium are used to determine appropriate coefficients of absolute risk aversion under CARA utility. A defensible range of risk aversion coefficients is defined by the coefficients that correspond to risk premiums ...
Bruce A. Babcock +2 more
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Multidisciplinary Adaptive Climate InsightsThe European Union Emissions Trading System (EU ETS) is designed to reduce greenhouse gas (GHG) emissions by setting a cap on the total emissions allowed from included sectors and allowing companies to buy and sell emission allowances, to meet their ...
Emmanouil Nikolaidis +3 more
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